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|Title:||Knowledge extraction of financial derivatives options in the maturity with data science techniques|
|Authors:||Eira, Lídia da Conceição Silva|
Laureano, Raul M. S.
|Keywords:||Gestão de sistemas de informação|
Processo de decisão
Árvore de decisão
Information systems management
Financial derivatives options
|Citation:||EIRA,Lídia da Conceição Silva - Knowledge extraction of financial derivatives options in the maturity with data science techniques [Em linha]. Lisboa: ISCTE-IUL, 2016. Dissertação de mestrado. [Consult. Dia Mês Ano] Disponível em www:<http://hdl.handle.net/10071/12992>.|
|Abstract:||To improve the level of support in information systems and quality of services by questioning the daily routine of a team using a set of financial evidence has been an interesting and challenging problem for many researcher and decision maker professionals. As part of a well-known investment bank that deals financial instruments like European-style options derivatives, operational teams are well aware that the focus of their work are around the evolution on pricing until the expiry moment. The choice of knowing more about financial derivatives options, especially in the maturity period, was made after a long process of study on economics and financial concepts in a certain institution. A special attention was given in subjects where information technology teams have less knowledge, which are the mathematical operation of derivative financial options and their implications in financial terms. As well, the identification of areas of business could be studied with greater interest for a specific organisation.|
|Designation:||Mestrado em Gestão de Sistemas de Informação|
|Appears in Collections:||T&D-DM - Dissertações de mestrado|
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